A note on Stein's overreaction puzzle (Q777932)
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scientific article; zbMATH DE number 7218652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Stein's overreaction puzzle |
scientific article; zbMATH DE number 7218652 |
Statements
A note on Stein's overreaction puzzle (English)
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8 July 2020
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pricing kernel
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stochastic volatility
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overreaction
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variance risk
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